CUED Publications database

Relationship between Granger Noncausality and Network Graph of State-Space Representations

Jozsa, M and Petreczky, M and Kanat Camlibel, M (2018) Relationship between Granger Noncausality and Network Graph of State-Space Representations. IEEE Transactions on Automatic Control, 64. pp. 912-927. ISSN 0018-9286

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Abstract

The goal of this paper is to explore the relationship between the network graph of a state-space representation of an observed process and the causal relations among the components of that process. We will show that the existence of a linear time-invariant state-space representation, with its network graph being the star graph, is equivalent to (conditional) Granger noncausal relations among the components of the output process. Granger noncausality is a statistical concept, which applies to arbitrary processes and does not depend on the representation of the process. That is, we relate intrinsic properties of a process with the network graph of its state-space representations.

Item Type: Article
Subjects: UNSPECIFIED
Divisions: Div F > Control
Depositing User: Cron Job
Date Deposited: 13 May 2020 21:58
Last Modified: 12 Nov 2020 12:38
DOI: 10.1109/TAC.2018.2832469